On Wednesday, Rob, who is less active than his sisters on social media, posted a tweet containing nothing but two bear emojis. Many fans immediately pondered whether he was dropping a hint about Kim's daughter's name. And it looks like he might have—Chicago is the hometown of the Chicago Bears NFL team and Chicago Cubs MLB team.

"Kanye came up with the name and Kim loved the significance behind the name. It was a mutual decision, which they discussed and agreed upon together," another source said.

The family is already calling baby Chicago by her nickname—Chi, pronounced "Shy."

"The birth went well," another source told E! News on Wednesday. "[Kim] was in the room the entire time. She had close family members waiting in a private nearby waiting room. Once the baby was born, they all went in to meet her."

"North West and Saint West are very excited about having a new sister and are very curious and helpful," the source said. "Kim is feeling blessed and can't believe she has three kids."